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~person:"Andersen, Torben"
~person:"Gupta, Rangan"
~person:"Liao, Yin"
~person:"Medeiros, Marcelo C."
~source:"econis"
~subject:"ARCH-Modell"
~subject:"Measurement"
~subject:"Prognoseverfahren"
~subject:"Theory"
~type:"book"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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ARCH-Modell
Measurement
Prognoseverfahren
Theory
Volatility
134
Volatilität
133
Forecasting model
62
Capital income
51
Kapitaleinkommen
51
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41
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41
Estimation
39
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39
Theorie
36
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32
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29
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28
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27
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Graue Literatur
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90
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1
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1
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English
90
Author
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Andersen, Torben
Gupta, Rangan
Liao, Yin
Medeiros, Marcelo C.
McAleer, Michael
116
Chang, Chia-Lin
42
Diebold, Francis X.
36
Koopman, Siem Jan
35
Bollerslev, Tim
34
Lux, Thomas
34
Härdle, Wolfgang
26
Asai, Manabu
25
Pierdzioch, Christian
25
Caporale, Guglielmo Maria
22
Hafner, Christian M.
21
Clark, Todd E.
20
Clements, Adam
20
Lucas, André
20
Bauwens, Luc
19
Dijk, Dick van
19
Herwartz, Helmut
19
Merkl, Christian
18
Caporin, Massimiliano
17
Chiarella, Carl
17
Carriero, Andrea
16
Fernández-Villaverde, Jesús
16
Marcellino, Massimiliano
16
Bos, Charles S.
15
Christensen, Bent Jesper
15
Christoffersen, Peter F.
14
Engle, Robert F.
14
Hansen, Peter Reinhard
14
Meddahi, Nour
14
Agénor, Pierre-Richard
13
Aizenman, Joshua
13
Hautsch, Nikolaus
13
Lütkepohl, Helmut
13
Martin, Gael M.
13
Mittnik, Stefan
13
Mumtaz, Haroon
13
Silvennoinen, Annastiina
13
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2
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1
Rodney L. White Center for Financial Research
1
University of Canterbury / Dept. of Economics and Finance
1
Université de Montréal / Département de sciences économiques
1
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Department of Economics working paper series
35
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9
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8
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4
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1
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1
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ECONIS (ZBW)
EconStor
3
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1
Energy market uncertainties and exchange rate
volatility
: a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
2
Forecasting realized US stock market
volatility
: is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
3
Energy market uncertainties and US state-level stock market
volatility
: a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
4
Stock market bubbles and the realized
volatility
of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
5
Economic conditions and predictability of US stock returns
volatility
: local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
6
Climate risks and stock market
volatility
over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
7
Energy-related uncertainty and international stock market
volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
8
Comparing risk profiles of international stock markets as functional data : COVID-19 versus the global financial crisis
Shackleton, Ryan
;
Das, Sonali
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014364821
Saved in:
9
Forecasting
volatility
of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
10
Technological shocks and stock market
volatility
over a century : a GARCHMIDAS approach
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014253794
Saved in:
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